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Related papers: Generalized Proximal Smoothing for Phase Retrieval

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We consider a popular nonsmooth formulation of the real phase retrieval problem. We show that under standard statistical assumptions, a simple subgradient method converges linearly when initialized within a constant relative distance of an…

Optimization and Control · Mathematics 2018-01-09 Damek Davis , Dmitriy Drusvyatskiy , Courtney Paquette

The proximal algorithm is a powerful tool to minimize nonlinear and nonsmooth functionals in a general metric space. Motivated by the recent progress in studying the training dynamics of the noisy gradient descent algorithm on two-layer…

Optimization and Control · Mathematics 2026-05-19 Shuailong Zhu , Xiaohui Chen

Phase retrieval algorithms have become an important component in many modern computational imaging systems. For instance, in the context of ptychography and speckle correlation imaging, they enable imaging past the diffraction limit and…

Machine Learning · Statistics 2018-07-03 Christopher A. Metzler , Philip Schniter , Ashok Veeraraghavan , Richard G. Baraniuk

Composite optimization problems, where a smooth loss is combined with a nonsmooth regularizer, are common in machine learning and inverse problems. In this work, we study a proximal extension of NAG-GS, a semi-implicit accelerated method…

Optimization and Control · Mathematics 2026-05-27 Sikeh Gisele Wiykiynyuy , Kelvin Asu Ekuri , Valentin Leplat

In this investigation, we propose several algorithms to recover the location and intensity of a radiation source located in a simulated 250 m x 180 m block in an urban center based on synthetic measurements. Radioactive decay and detection…

Applications · Statistics 2016-07-05 Razvan Stefanescu , Kathleen Schmidt , Jason Hite , Ralph Smith , John Mattingly

Phase retrieval is an important problem with significant physical and industrial applications. In this paper, we consider the case where the magnitude of the measurement of an underlying signal is corrupted by Gaussian noise. We introduce a…

Optimization and Control · Mathematics 2022-05-03 Jianwei Niu , Hok Shing Wong , Tieyong Zeng

The growing prevalence of nonsmooth optimization problems in machine learning has spurred significant interest in generalized smoothness assumptions. Among these, the (L0, L1)-smoothness assumption has emerged as one of the most prominent.…

Optimization and Control · Mathematics 2026-02-24 Zhirayr Tovmasyan , Grigory Malinovsky , Laurent Condat , Peter Richtárik

We develop a novel framework to accelerate Gaussian process regression (GPR). In particular, we consider localization kernels at each data point to down-weigh the contributions from other data points that are far away, and we derive the GPR…

Machine Learning · Statistics 2022-10-19 Davit Gogolashvili , Bogdan Kozyrskiy , Maurizio Filippone

This paper proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and…

Optimization and Control · Mathematics 2021-02-02 Zhi Li , Wei Shi , Ming Yan

Regularized optimization has been a classical approach to solving imaging inverse problems, where the regularization term enforces desirable properties of the unknown image. Recently, the integration of flow matching generative models into…

Computer Vision and Pattern Recognition · Computer Science 2025-11-11 Ji Li , Chao Wang

This article introduces a novel family of optimization algorithms - Anisotropic Gaussian Smoothing Gradient Descent (AGS-GD), AGS-Stochastic Gradient Descent (AGS-SGD), and AGS-Adam - that employ anisotropic Gaussian smoothing to enhance…

Optimization and Control · Mathematics 2024-11-19 Andrew Starnes , Guannan Zhang , Viktor Reshniak , Clayton Webster

This paper considers the problem of recovering a $k$-sparse, $N$-dimensional complex signal from Fourier magnitude measurements. It proposes a Fourier optics setup such that signal recovery up to a global phase factor is possible with very…

Information Theory · Computer Science 2014-10-28 Çağkan Yapar , Volker Pohl , Holger Boche

Natural images tend to mostly consist of smooth regions with individual pixels having highly correlated spectra. This information can be exploited to recover hyperspectral images of natural scenes from their incomplete and noisy…

Computer Vision and Pattern Recognition · Computer Science 2016-11-03 Reza Arablouei , Frank de Hoog

The generalized phase retrieval problem over compact groups aims to recover a set of matrices -- representing an unknown signal -- from their associated Gram matrices. This framework generalizes the classical phase retrieval problem, which…

Signal Processing · Electrical Eng. & Systems 2025-11-20 Tal Amir , Tamir Bendory , Nadav Dym , Dan Edidin

In this paper we analyze a zeroth-order proximal stochastic gradient method suitable for the minimization of weakly convex stochastic optimization problems. We consider nonsmooth and nonlinear stochastic composite problems, for which…

Optimization and Control · Mathematics 2025-04-21 Spyridon Pougkakiotis , Dionysios S. Kalogerias

A variational approach to reconstruction of phase and amplitude of a complex-valued object from Poissonian intensity observations is developed. The observation model corresponds to the typical optical setups with a phase modulation of…

Numerical Analysis · Computer Science 2017-09-06 Vladimir Katkovnik

We study the sparse phase retrieval problem, which seeks to recover a sparse signal from a limited set of magnitude-only measurements. In contrast to prevalent sparse phase retrieval algorithms that primarily use first-order methods, we…

Information Theory · Computer Science 2024-03-20 Jian-Feng Cai , Yu Long , Ruixue Wen , Jiaxi Ying

We consider minimizing a function consisting of a quadratic term and a proximable term which is possibly nonconvex and nonsmooth. This problem is also known as scaled proximal operator. Despite its simple form, existing methods suffer from…

Optimization and Control · Mathematics 2024-03-01 Yiming Zhou , Wei Dai

We propose a novel sparse spectrum approximation of Gaussian process (GP) tailored for Bayesian optimization. Whilst the current sparse spectrum methods provide desired approximations for regression problems, it is observed that this…

Machine Learning · Computer Science 2020-06-09 Ang Yang , Cheng Li , Santu Rana , Sunil Gupta , Svetha Venkatesh

Edge-preserving smoothing (EPS) can be formulated as minimizing an objective function that consists of data and prior terms. This global EPS approach shows better smoothing performance than a local one that typically has a form of weighted…

Computer Vision and Pattern Recognition · Computer Science 2016-04-27 Youngjung Kim , Dongbo Min , Bumsub Ham , Kwanghoon Sohn